Operator Lévy motion and multiscaling anomalous diffusion.
نویسندگان
چکیده
The long-term limit motions of individual heavy-tailed (power-law) particle jumps that characterize anomalous diffusion may have different scaling rates in different directions. Operator stable motions [Y(t):t> or =0] are limits of d-dimensional random jumps that are scale-invariant according to c(H)Y(t)=Y(ct), where H is a dxd matrix. The eigenvalues of the matrix have real parts 1/alpha(j), with each positive alpha(j)< or =2. In each of the j principle directions, the random motion has a different Fickian or super-Fickian diffusion (dispersion) rate proportional to t(1/alpha(j)). These motions have a governing equation with a spatial dispersion operator that is a mixture of fractional derivatives of different order in different directions. Subsets of the generalized fractional operator include (i) a fractional Laplacian with a single order alpha and a general directional mixing measure m(straight theta); and (ii) a fractional Laplacian with uniform mixing measure (the Riesz potential). The motivation for the generalized dispersion is the observation that tracers in natural aquifers scale at different (super-Fickian) rates in the directions parallel and perpendicular to mean flow.
منابع مشابه
Decay of Mass for Nonlinear Equation with Fractional Laplacian
where the pseudo-differential operator Λ = (−∆)α/2 with 0 < α ≤ 2 is defined by the Fourier transformation: Λ̂αu(ξ) = |ξ|αû(ξ). Moreover, we assume that λ ∈ {−1, 1} and p > 1. Nonlinear evolution problems involving fractional Laplacian describing the anomalous diffusion (or α-stable Lévy diffusion) have been extensively studied in the mathematical and physical literature (see [2, 11, 5] for refe...
متن کاملSemistable Lévy Motion
Semistable Lévy motions have stationary independent increments with semistable distributions. They can be realized as scaling limits of simple random walks, extending the familiar Lévy motions. Generators of stable semigroups are fractional derivatives, and the semistable generators provide a new approximation to fractional derivatives. Semistable Lévy motions and semistable generators may be u...
متن کاملSpectral Characterization of Anomalous Diffusion of a Periodic Piecewise Linear Intermittent Map
For a piecewise linear version of the periodic map with anomalous diffusion, the evolution of statistical averages of a class of observables with respect to piecewise constant initial densities is investigated and generalized eigenfunctions of the Frobenius-Perron operator are explicitly derived. The evolution of the averages is controlled by real eigenvalues as well as continuous spectra termi...
متن کاملRandom walk approximation of fractional-order multiscaling anomalous diffusion.
Random walks are developed to approximate the solutions of multiscaling, fractional-order, anomalous diffusion equations. The essential elements of the diffusion are described by the matrix-order scaling indexes and the mixing measure, which describes the diffusion coefficient in every direction. Two forms of the governing equation (also called the multiscaling fractional diffusion equation), b...
متن کاملInfinite densities for Lévy walks.
Motion of particles in many systems exhibits a mixture between periods of random diffusive-like events and ballistic-like motion. In many cases, such systems exhibit strong anomalous diffusion, where low-order moments 〈|x(t)|(q)〉 with q below a critical value q(c) exhibit diffusive scaling while for q>q(c) a ballistic scaling emerges. The mixed dynamics constitutes a theoretical challenge since...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Physical review. E, Statistical, nonlinear, and soft matter physics
دوره 63 2 Pt 1 شماره
صفحات -
تاریخ انتشار 2001